+85.2%
AME vs INDA
+5.9%
+79.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.1% |
| 7D | +1.3% | -2.6% | +3.9% | +2.8% |
| 30D | -6.6% | -2.9% | -3.6% | -5.0% |
| 3M | +3.0% | +2.4% | +0.6% | +1.6% |
| 6M | +5.3% | -2.6% | +7.9% | +6.8% |
| YTD | +15.4% | -10.0% | +25.4% | +22.1% |
| 1Y | +26.8% | -7.7% | +34.5% | +31.9% |
| 3Y | +56.5% | +8.9% | +47.6% | +43.9% |
| 5Y | +85.2% | +6.0% | +79.3% | +68.7% |
| All | +85.2% | +5.9% | +79.4% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INDA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling